Savannah
In the wild, herds of plains zebra (subspecies: Burchell's, Grant's, Chapman's) on the open grasslands of East and South Africa normally associate with other grazers, such as wildebeest and various antelope such as the topi and Grant's and Thompson's gazelles. These herds all follow the same route on their annual migration. In a zoo exhibit of sufficient size, these animals could live together well, along with warthogs, giraffes and olive baboons who forage on the ground and sleep in trees.
Desert
The desert zebra is the Grevy's, an endangered species. It could share its rather stark northern Kenya/southern Ethiopia habitat replicated in a zoo with ostriches and the elegant gerenuk, a long-necked browsing antelope, as it does in the wild.
Mountain
The mountain zebra (subspecies: Hartmann's, Cape Mountain) is a threatened species from southern and southwest Africa. They prefer hot, dry, rocky, mountainous and hilly habitats, which they share with antelope such as impala and oryx and with chacma baboons, who find rocky cliffs to sleep on, safe from leopards. These would make good companion species in a zoo exhibit.
Jungle
Only in fairy tales do zebras live in the jungle. They are physically suited for life in the open because speed is their main defense, and this would do them no good in the dense rainforest. So it would not be correct to exhibit them in a zoo with true forest animals such as the okapi and colobus monkeys.